Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74738.0019 | 39442.6911 | 35295.3108 | 91886.8395 | 36743.4421 | 55143.3974 |
Total P&L (%) | 74.738 | 39.4427 | 35.2953 | 91.8868 | 36.7434 | 55.1434 |
Avg Daily Profit (%) | 0.1628 | 0.0859 | 0.0769 | 0.1421 | 0.0682 | 0.0957 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26591 | -13569 | -20103 | -40768 | -29909 | -30298 |
Profit Factor | 1.5817 | 1.648 | 1.5221 | 1.4824 | 1.3713 | 1.6026 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 78.7129 | 79.2079 | 78.2178 | 78.7129 | 79.2079 | 78.2178 |
Ratio Avg Win / Avg Loss | 0.4278 | 0.4326 | 0.4239 | 0.4009 | 0.36 | 0.4463 |
Largest Winning Trade | 10667 | 5354 | 10667 | 21246 | 6091 | 21246 |
Largest Losing Trade | -20103 | -13569 | -20103 | -30298 | -29909 | -30298 |
Avg Bars in Trades | 52 | 49 | 55 | 52 | 49 | 55 |
Avg Bars in Winners | 29 | 23 | 34 | 29 | 23 | 34 |
Avg Bars in Losers | 139 | 148 | 130 | 139 | 148 | 130 |
Bars Traded | 10655 | 5034 | 5621 | 10655 | 5034 | 5621 |
Profit Streak | 593.7156 | 593.7573 | 593.7156 | 593.7156 | 593.7573 | 593.7156 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446947 | -76581 | -89692 | 40324 | -101948 | -62457 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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